Played through The Walking Dead's '400 Days' DLC recently and despite each character only getting a 20 minute episode to themselves, each segment was better written than many full titles.

Basically a further continuation of the sublime script, plot and characterisation of the main game. Easily the most emotive, draining, touching title I've ever played too. Admittedly it's not the most interactive so has things easier in that respect, but still.

So in answer to the question I posed in the thread title, my choice is obviously The Walking Dead although The Last of Us isn't far behind. I know they're both fairly recent titles which is a shame, it feels like it's taken this long for games as a whole to finally mature in terms of how they're written (with the odd exception).